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U.S. Monetary-Fiscal Regime Changes in the Presence of Endogenous Feedback in Policy Rules

Yoosoon Chang () and Boreum Kwak ()

No 2017-016, CAEPR Working Papers from Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington

Keywords: monetary and fiscal policy interactions; endogenous regime switching; adaptive LASSO; time-varying coefficient VAR; factor augmented VAR (search for similar items in EconPapers)
JEL-codes: C13 C32 C38 E52 E58 E63 (search for similar items in EconPapers)
Pages: 54 pages
Date: 2017-10
New Economics Papers: this item is included in nep-mon
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Working Paper: U.S. monetary-fiscal regime changes in the presence of endogenous feedback in policy rules (2017) Downloads
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